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TJ Alpha Signal

Engine A price-action indicator: reversal and breakout patterns with institutional-grade filter chain — no options dependency.

Patterns

  • Reversal — three-phase Trend → Reversal → Pullback structure with absorption and exhaustion confirmation
  • Breakout — range-break continuation with volume/delta validation

Filters & risk

  • Session-aware aggregation (CME 17:00 CT rollover), ATR-based volatility gating (zero-allocation circular buffer)
  • Stop modes: ATR, structural reversal blocks, breakeven, trailing
  • Hard daily limits (stop/profit/drawdown) with MtM position scaling and pre-entry bracket clamping

Execution bus

Emits the 9-series DataSeries bus consumed by TJ Alpha Strategy; every chart signal is reproducible via backtest_reversal.py (bit-parity verified against Master Parquet replays).